Automatic Construction of Nonparametric Relational Regression Models for Multiple Time Series.

Yunseong Hwang Anh Tong Jaesik Choi

Published in: ICML (2016)

Keyphrases

automatic construction
regression model
regression methods
model selection
regression analysis
generalized linear
prediction model
non stationary
linear model
independent variables
regression trees
decision trees
kernel regression
linear regression model
change point detection
generalized linear models